Multi time, volume and range chart

[pureporsche]

Curious if it is possible to merge (for a strategy) calculations performed on a 10 min, 30 min, 100K volume, 200K volume, and a 5 range, 10 range on a 10 min chart.

I know it is possible to merge multi time frames, however is it possible to merge volume and range in the same strategy.

I do understand that those signals would only be triggered on bar close of the main chart (10 min in this case).

Before I embark in coding I was wondering if anyone has done this, and are there any known issues in doing this.

Thanks!

(In retrospect I should have submitted this under strategy development).

[NinjaTrader_RyanM1]

Hello Pureporsche,

You can combine different types of series in a multiseries strategy. There's no automatic merging though. You have to add each series and then refer to a specific series for your rules.

In a real-time environment, orders can be submitted on the same bar that generates the signal. You do not have to wait until close of the underlying series.

You can look at implementation of a multi series strategy by clicking tools > Edit NinjaScript > Strategy and opening up "SampleMultiInstrument"

The following help guide article may be helpful as well.

http://www.ninjatrader-support.com/HelpGuideV6/MultiTimeFrameInstruments.html